Downloading ^NDX...
================================================================================
NASDAQ-100  (1986 → 2026)
================================================================================

--- OVERALL (No Regime Filter) ---

  Horizon              │   Up % │  Overall
  ──────────────────── ┼ ────── ┼ ────────
  1 week later         │  57.7% │    +0.3%
  1 month later        │  62.7% │    +1.3%
  2 months later       │  66.5% │    +2.7%
  3 months later       │  69.8% │    +4.1%
  6 months later       │  74.3% │    +8.4%
  1 year later         │  81.7% │   +17.3%

--- ABOVE 200 SMA ---

  Horizon              │   Up % │  Overall
  ──────────────────── ┼ ────── ┼ ────────
  1 week later         │  60.3% │    +0.4%
  1 month later        │  67.8% │    +1.7%
  2 months later       │  73.8% │    +3.5%
  3 months later       │  78.7% │    +5.3%
  6 months later       │  89.1% │   +10.7%
  1 year later         │  89.2% │   +22.0%

--- BELOW 200 SMA ---

  Horizon              │   Up % │  Overall
  ──────────────────── ┼ ────── ┼ ────────
  1 week later         │  51.9% │    +1.5%
  1 month later        │  54.3% │    +6.8%
  2 months later       │  57.9% │   +15.1%
  3 months later       │  63.1% │   +25.9%
  6 months later       │  65.9% │   +56.3%
  1 year later         │  74.7% │  +128.1%



Downloading ^IXIC...
================================================================================
NASDAQ Composite  (1971 → 2026)
================================================================================

--- OVERALL (No Regime Filter) ---

  Horizon              │   Up % │  Overall
  ──────────────────── ┼ ────── ┼ ────────
  1 week later         │  57.8% │    +0.2%
  1 month later        │  61.6% │    +1.0%
  2 months later       │  64.0% │    +2.1%
  3 months later       │  65.6% │    +3.1%
  6 months later       │  69.9% │    +6.3%
  1 year later         │  75.9% │   +12.8%

--- ABOVE 200 SMA ---

  Horizon              │   Up % │  Overall
  ──────────────────── ┼ ────── ┼ ────────
  1 week later         │  61.4% │    +0.3%
  1 month later        │  68.0% │    +1.4%
  2 months later       │  72.0% │    +2.8%
  3 months later       │  75.9% │    +4.2%
  6 months later       │  87.4% │    +8.5%
  1 year later         │  86.1% │   +17.2%

--- BELOW 200 SMA ---

  Horizon              │   Up % │  Overall
  ──────────────────── ┼ ────── ┼ ────────
  1 week later         │  50.8% │    +0.9%
  1 month later        │  50.1% │    +3.8%
  2 months later       │  54.6% │    +7.8%
  3 months later       │  56.2% │   +12.0%
  6 months later       │  59.1% │   +26.1%
  1 year later         │  72.6% │   +59.5%


  ╔═══════════════════════════════════════════════════════════════════════════════╗
  ║  NASDAQ 100 — DIAMOND HANDS DASHBOARD                                       ║
  ║   25,034.37  |  2026-02-26                                                  ║
  ║  ATH:  26,119.85  (2025-10-29)  |  Current DD: -4.16%  |  120d ago       ║
  ╚═══════════════════════════════════════════════════════════════════════════════╝

  ════════════════════════════════════════════════════════════════════════════════
  1. HOLDING PERIOD WIN RATES — % of time you're positive after N days
  ════════════════════════════════════════════════════════════════════════════════

  Period        Win %    Avg Ret    Med Ret    Avg Win   Avg Loss      Worst
  ──────────────────────────────────────────────────────────────────────
  1 wk          58.0%     +0.33%     +0.53%     +2.42%     -2.57%    -28.46%
  2 wk          59.8%     +0.65%     +0.93%     +3.43%     -3.51%    -35.67%
  1 mo          63.0%     +1.36%     +1.68%     +5.16%     -5.11%    -37.39%
  3 mo          69.7%     +4.13%     +4.76%     +9.96%     -9.30%    -46.34%
  6 mo          74.0%     +8.37%     +9.36%    +15.92%    -13.07%    -59.54%
  1 yr          82.0%    +17.37%    +17.37%    +26.15%    -22.73%    -69.83%
  2 yr          85.7%    +37.75%    +31.33%    +48.90%    -28.85%    -78.11%

  ════════════════════════════════════════════════════════════════════════════════
  2. DRAWDOWN RECOVERY — How fast do pullbacks recover?
  ════════════════════════════════════════════════════════════════════════════════

  Pullback        Count   Med Recovery   Avg Recovery   Max Recovery    % < 60d
  ────────────────────────────────────────────────────────────────────────────
  ≥   5%           86             30d            115d           3924d      72.3%  (3 open)
  ≥  10%           43             51d            169d           3921d      55.8%
  ≥  15%           16             86d            368d           3916d      31.2%
  ≥  20%           10             99d            556d           3914d      40.0%
  ≥  30%            5            405d           1714d           3912d       0.0%

  ════════════════════════════════════════════════════════════════════════════════
  3. RED DAY REVERSAL — After a bad day, what happens next?
  ════════════════════════════════════════════════════════════════════════════════

  Day drop       Next day +    Next wk +    Next mo +    Avg next wk    Avg next mo
  ────────────────────────────────────────────────────────────────────────────────
  ≥  1.0%           53.7%         58.3%         61.2%          +0.57%          +1.55%
  ≥  1.5%           54.3%         57.5%         60.3%          +0.63%          +1.52%
  ≥  2.0%           54.9%         57.6%         56.8%          +0.66%          +1.19%
  ≥  3.0%           56.2%         55.6%         53.3%          +0.58%          +0.86%
  ≥  4.0%           57.7%         59.0%         53.2%          +1.04%          +1.34%
  ≥  5.0%           52.2%         62.7%         55.2%          +1.05%          +2.64%

  ════════════════════════════════════════════════════════════════════════════════
  4. COST OF MISSING THE BEST DAYS — Why timing kills returns
  ════════════════════════════════════════════════════════════════════════════════

  Over the last 20 years (5,040 trading days):

  Scenario                              Total Return       CAGR
  ──────────────────────────────────────────────────────────────
  Buy and hold                             +1421.1%     +14.58%
  Miss best 5 days                          +816.3%     +11.71%
  Miss best 10 days                         +556.6%      +9.87%
  Miss best 20 days                         +277.3%      +6.86%
  Miss best 30 days                         +141.2%      +4.50%
  Miss best 50 days                           +9.4%      +0.45%

  Of the 10 best days, 8 occurred within 5 trading days of the 10 worst days.
  Getting shaken out on a bad day = missing the recovery.

  ════════════════════════════════════════════════════════════════════════════════
  5. MAX ADVERSE EXCURSION — How much pain before profit?
  ════════════════════════════════════════════════════════════════════════════════

  For entries that were PROFITABLE at the horizon,
  how bad did the drawdown get along the way?

  Horizon     Entries    Win %    Med MAE    P75 MAE    P90 MAE    Worst MAE
  ────────────────────────────────────────────────────────────────────────
  1 mo         10,158    63.0%     -1.00%     -2.54%     -4.35%      -21.02%
  3 mo         10,116    69.7%     -2.40%     -4.94%     -7.75%      -29.28%
  6 mo         10,053    74.0%     -3.45%     -7.00%    -11.49%      -28.03%
  1 yr          9,927    82.0%     -5.38%    -10.43%    -15.13%      -38.94%

  Read: Even winning 1yr trades had a median intra-period drawdown of ~X%.
  The pain is normal. The question is whether you hold through it.

  ════════════════════════════════════════════════════════════════════════════════
  6. UGLY YEARS THAT ENDED WELL — Intra-year pain in good years
  ════════════════════════════════════════════════════════════════════════════════

  Years with ≥15% annual return — what was the max intra-year drawdown?

  Year       Annual Ret    Max Intra-Yr DD     Worst Date
  ────────────────────────────────────────────────────────
  1985          +19.4%             -3.3%     Oct 08
  1989          +28.2%            -11.0%     Dec 18
  1991          +65.6%            -11.5%     Jun 24
  1995          +44.8%            -11.8%     Dec 18
  1996          +40.2%            -14.4%     Jul 23
  1997          +21.5%            -18.2%     Dec 24
  1998          +82.1%            -23.0%     Oct 08
  1999          +99.9%            -12.0%     Aug 10
  2003          +42.8%            -13.1%     Feb 13
  2007          +18.5%            -11.5%     Nov 12
  2009          +47.2%            -18.6%     Mar 09
  2010          +17.6%            -15.9%     Jul 02
  2013          +30.8%             -6.0%     Jun 24
  2014          +18.9%             -8.2%     Oct 16
  2017          +30.2%             -4.9%     Jul 03
  2019          +37.3%            -11.1%     Jun 03
  2020          +45.3%            -28.0%     Mar 20
  2021          +28.6%            -10.9%     Mar 08
  2023          +54.9%            -10.9%     Oct 26
  2024          +27.0%            -13.6%     Aug 07
  2025          +20.4%            -22.9%     Apr 08

  Average max intra-year drawdown in good years (≥15% return): -13.4%
  Even great years have gut-wrenching pullbacks. That's the toll.

  ════════════════════════════════════════════════════════════════════════════════
  7. WHERE YOU ARE NOW
  ════════════════════════════════════════════════════════════════════════════════

  Current price:           25,034.37
  All-time high:           26,119.85  (2025-10-29)
  Drawdown from ATH:          -4.16%
  Days since ATH:                120
  DD percentile:               26.8%  (% of underwater days with smaller DD)

  Annualized vol (20d):        18.3%
  Annualized vol (60d):        15.1%
  Annualized vol (all):        25.9%
  ✓  Current vol is within normal range.

  ════════════════════════════════════════════════════════════════════════════════
  BOTTOM LINE: The market rewards patience. The pain is the price of admission.
  ════════════════════════════════════════════════════════════════════════════════

  NASDAQ 100  |  25,034.37  |  2026-02-26
  2,500,000 simulations across 5 models (worst-case ensemble)
  20-day low: 24,548.69  (-1.94% from current)

                                  90%      95%      97%      99%  
  ────────────────────────────────────────────────────────────
  End of Week  (Feb 27) [1d]     25,573   25,725   25,832   26,284   ▲ upside
                                  +2.1%    +2.8%    +3.2%    +5.0%
                                 24,528   24,383   24,246   23,899   ▼ downside
                                  -2.0%    -2.6%    -3.1%    -4.5%
  P(new 20d low): 11.0%

  End of Month (Feb 28) [1d]     25,573   25,726   25,837   26,287   ▲ upside
                                  +2.2%    +2.8%    +3.2%    +5.0%
                                 24,528   24,381   24,245   23,885   ▼ downside
                                  -2.0%    -2.6%    -3.2%    -4.6%
  P(new 20d low): 11.0%

  End of Qtr   (Mar 31) [23d]    28,872   29,787   30,482   32,161   ▲ upside
                                 +15.3%   +19.0%   +21.8%   +28.5%
                                 22,368   21,784   21,213   20,001   ▼ downside
                                 -10.7%   -13.0%   -15.3%   -20.1%
  P(new 20d low): 68.0%

  90 Days      (May 27) [64d]    32,958   34,711   35,989   38,986   ▲ upside
                                 +31.7%   +38.7%   +43.8%   +55.7%
                                 20,792   19,947   19,351   17,855   ▼ downside
                                 -16.9%   -20.3%   -22.7%   -28.7%
  P(new 20d low): 78.7%

  Loading ^NDX data...
  Running 500,000 sims × 5 models...

  ╔══════════════════════════════════════════════════════════════════╗
  ║  NASDAQ 100 — Pullback Probability in Next 30 Trading Days       ║
  ║   25,034.37  |  2026-02-26                                    ║
  ╚══════════════════════════════════════════════════════════════════╝

                        5.0%      7.5%     10.0%     15.0%     20.0%  
  ───────────────────────────────────────────────────────────────
  GBM                  45.5%   28.8%   16.8%    4.3%    0.7%
  Student-t            34.9%   21.2%   12.3%    3.8%    1.2%
  Jump Diff            41.9%   26.1%   15.2%    4.4%    1.1%
  GARCH                27.1%   13.3%    6.2%    1.3%    0.3%
  Bootstrap            36.5%   22.7%   13.7%    4.7%    1.6%
  ───────────────────────────────────────────────────────────────
  ENSEMBLE (max)       45.5%   28.8%   16.8%    4.7%    1.6%
  Historical           33.1%   20.0%   13.0%    5.5%    2.8%

  Ensemble = worst-case (highest) probability across all 5 models
  Historical = % of all 30-day rolling windows with ≥X% drawdown from start
  2,500,000 total simulations  |  10,180 historical trading days

  ╔═══════════════════════════════════════════════════════════════════════════╗
  ║  NASDAQ 100 — Daily Move Frequency                                      ║
  ║   25,034.37  |  2026-02-26  |  10,179 trading days  |  42 years       ║
  ╚═══════════════════════════════════════════════════════════════════════════╝

  Threshold    P(day)     Avg/yr     Med/yr     Min/yr     Max/yr     2026 YTD
  ──────────────────────────────────────────────────────────────────────────────────
  ≥  1.0%      39.7%       96.2         92        14       191        14
  ≥  1.5%      24.5%       59.5         50         4       170         5
  ≥  2.0%      15.6%       37.7         25         1       151         3
  ≥  2.5%      10.0%       24.1         14         0       125         0
  ≥  3.0%       6.6%       16.0          6         0       103         0
  ≥  4.0%       3.0%        7.2          2         0        58         0
  ≥  5.0%       1.4%        3.5          1         0        36         0

  YTD trading days: 38

  ──────────────────────────────────────────────────────────────────────────────────
  Direction Breakdown:
  ──────────────────────────────────────────────────────────────────────────────────
  Threshold    Up days      Down days    Up %       Down %     Ratio
  ──────────────────────────────────────────────────────────────────────────────────
  ≥  1.0%      2,143        1,897        21.1%      18.6%     1.13
  ≥  1.5%      1,250        1,247        12.3%      12.3%     1.00
  ≥  2.0%        774          810         7.6%       8.0%     0.96
  ≥  2.5%        481          533         4.7%       5.2%     0.90
  ≥  3.0%        321          353         3.2%       3.5%     0.91
  ≥  4.0%        145          159         1.4%       1.6%     0.91
  ≥  5.0%         78           69         0.8%       0.7%     1.13

  ──────────────────────────────────────────────────────────────────────────────────
  2026 YTD — All days with ≥ 1.0% move:
  ──────────────────────────────────────────────────────────────────────────────────
  Date                Close     Change     Move
  ──────────────────────────────────────────────
  Jan 09          25,766.26     +1.02%  ▲
  Jan 14          25,465.94     -1.07%  ▼
  Jan 20          24,987.57     -2.12%  ▼
  Jan 21          25,326.58     +1.36%  ▲
  Jan 30          25,552.39     -1.28%  ▼
  Feb 03          25,338.62     -1.55%  ▼
  Feb 04          24,891.24     -1.77%  ▼
  Feb 05          24,548.69     -1.38%  ▼
  Feb 06          25,075.77     +2.15%  ▲
  Feb 12          24,687.61     -2.04%  ▼
  Feb 23          24,708.94     -1.21%  ▼
  Feb 24          24,977.04     +1.09%  ▲
  Feb 25          25,329.04     +1.41%  ▲
  Feb 26          25,034.37     -1.16%  ▼

============================================================
Hyperliquid XYZ100-USDC (Daily) + Nasdaq Index (NDX)
============================================================

[1] Fetching XYZ100 daily candles...
Fetching candles for xyz:XYZ100...
✓ Saved 137 candles -> xyz100_candles_daily.csv

[2] Fetching current funding...
  Funding: 0.0006%/hr (+5.5% APR)
  Mark: $24,978.00 | Oracle: $24,982.00
  Open Interest: 4,907.26

[3] Fetching Nasdaq Index (daily)...
✓ ^NDX fetched and aligned

[4] Plotting chart...
✓ Chart saved to xyz100_daily_ndx_overlay_and_spread.png
No description has been provided for this image
Done.
YF.download() has changed argument auto_adjust default to True
   

🕒 LIVE MODE: Using latest data (2026-02-26)

============================================================
📊 CURRENT MARKET CONDITIONS
============================================================

📅 Time Period:
   Date:        2026-02-26 00:00:00
   Month:       2
   Quarter:     Q1
   Cycle Year:  Year2

💰 Price:
   Close:       $25,041.75

📏 Range Position (20D):
   Zone:        4 of 10 (30-40%)
   Position:    39.0%  [███████░░░░░░░░░░░░░]
   Range:       $24,239.75 (low) — $26,296.00 (high)

🏔️ ATH Drawdown:
   Drawdown:    -4.65%
   Zone:        1 of 20 (Near ATH)

🌪️ Volatility (20D Range Width):
   Width%:     8.21%
   Zone:       12 of 20

📈 Moving Average Position:
    20 MA:      $25,154.10 (BELOW ↓, -0.45%)
    50 MA:      $25,429.53 (BELOW ↓, -1.52%)
   200 MA:      $24,206.87 (ABOVE ↑, +3.45%)

🎯 Trend Summary:
   Neutral/BULLISH - Price above 200 MA only
============================================================

🎯 SMART FILTER APPLIED:
   Latest data: 2026-02-26 00:00:00
   Current price: $25,041.75
   - 50 MA: BELOW ↓ $25,429.53 (-1.5%)
   - 200 MA: ABOVE ↑ $24,206.87 (+3.4%)
   - Range Zone: 4 (30-40%) [Position: 39.0%] | Range: $24,239.75 - $26,296.00
   - ATH Drawdown Zone: 1/20 (DD: -4.6%)

🔴 Days Since 20D HIGH = 19 days (2 occurrences)
===============================================
Period  Count  Avg Return  Median  Win Rate  Best    Worst   Std Dev  68% Range     
------------------------------------------------------------------------------------
1D      1      -1.43%      -1.43%  0.0%      -1.43%  -1.43%  nan%     nan% to nan%  
2D      1      -0.25%      -0.25%  0.0%      -0.25%  -0.25%  nan%     nan% to nan%  
3D      1      1.69%       1.69%   100.0%    1.69%   1.69%   nan%     nan% to nan%  
5D      1      0.11%       0.11%   100.0%    0.11%   0.11%   nan%     nan% to nan%  
7D      1      -0.39%      -0.39%  0.0%      -0.39%  -0.39%  nan%     nan% to nan%  
10D     1      0.13%       0.13%   100.0%    0.13%   0.13%   nan%     nan% to nan%  
15D     1      0.38%       0.38%   100.0%    0.38%   0.38%   nan%     nan% to nan%  
20D     1      1.31%       1.31%   100.0%    1.31%   1.31%   nan%     nan% to nan%  
30D     1      5.39%       5.39%   100.0%    5.39%   5.39%   nan%     nan% to nan%  
60D     1      3.63%       3.63%   100.0%    3.63%   3.63%   nan%     nan% to nan%  
90D     1      7.89%       7.89%   100.0%    7.89%   7.89%   nan%     nan% to nan%  


🟢 Days Since 20D LOW = 13 days (1 occurrences)
==============================================
Period  Count  Avg Return  Median  Win Rate  Best  Worst  Std Dev  68% Range  
------------------------------------------------------------------------------
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🛑 TRADE DECISION:
DO NOTHING | No signals passed thresholds.


✅ Analysis complete!
Downloading ^NDX data from Yahoo Finance...
Downloaded 10180 rows  |  1985-10-01 → 2026-02-26
Downloading ^NDX data from Yahoo Finance...
Downloaded 10180 rows  |  1985-10-01 → 2026-02-26
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Downloading ^NDX data from Yahoo Finance...
Downloaded 10180 rows  |  1985-10-01 → 2026-02-26
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Downloading ^NDX data from Yahoo Finance...
Downloaded 10180 rows  |  1985-10-01 → 2026-02-26
Current period: 2024-09-12 to 2026-02-26
Current cycle year: Year2
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======================================================================
  NASDAQ 100 (^NDX)
======================================================================
Downloading ^NDX data from Yahoo Finance...
Downloaded 10180 rows  |  1985-10-01 → 2026-02-26

============================================================
BEST LINEAR REGRESSION FIT — Nasdaq 100
============================================================
Lookback Period: 4250 trading days
R² Score: 0.9846
P-Value: 0.00e+00
======================================================================
  S&P 500 (^GSPC)
======================================================================
Downloading ^GSPC data from Yahoo Finance...
Downloaded 24655 rows  |  1927-12-30 → 2026-02-26

============================================================
BEST LINEAR REGRESSION FIT — S&P 500
============================================================
Lookback Period: 4240 trading days
R² Score: 0.9809
P-Value: 0.00e+00
======================================================================
  SEMICONDUCTORS (SMH)
======================================================================
Downloading SMH data from Yahoo Finance...
Downloaded 6471 rows  |  2000-06-05 → 2026-02-26

============================================================
BEST LINEAR REGRESSION FIT — Semiconductors (SMH)
============================================================
Lookback Period: 3660 trading days
R² Score: 0.9758
P-Value: 0.00e+00
======================================================================
  GOLD (GC=F)
======================================================================
Downloading GC=F data from Yahoo Finance...
Downloaded 6396 rows  |  2000-08-30 → 2026-02-26

============================================================
BEST LINEAR REGRESSION FIT — Gold
============================================================
Lookback Period: 610 trading days
R² Score: 0.9634
P-Value: 0.00e+00
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============================================================
  DONCHIAN SLIM  –  ^NDX  |  2026-02-26
============================================================

  🔴 BEAR  since 2026-02-04  (bar 15)  ─  SHORT THE RIP
  Entry: 24,891.24  →  Current: 25,034.37  (-0.58%)
  Pool: BEAR above 200MA  (n=85)

  DURATION  ─  how old is this trend vs history?
    # where this trend sits in the historical duration distribution
    Percentile:  19th  ████░░░░░░░░░░░░░░░░░░░░░
    # how long similar trends typically last
    Median:      26 bars  |  Mean: 31  |  P75: 42  |  P90: 57

  RETURN  ─  how does this move compare to past trends?
    # open P&L ranked against all completed trades in this pool
    Current:     -0.58%  (percentile: 74th)  ██████████████████░░░░░░░
    # best price seen this trend vs how much is still open profit
    MFE:         2.02%  (retaining -28%)  ░░░░░░░░░░░░░░░░░░░░░░░░░
    # typical completed trade returns for this pool
    Hist median: -3.63%  |  mean: -2.34%

  SUCCESS RATE  ─  what are the odds from here?
    # % of trades in this pool that were profitable at exit
    Win rate:    23.5%  █████░░░░░░░░░░░░░░░░░░░░
    # % of trends that lasted at least this many bars
    Survival:    81.2%  ████████████████████░░░░░  (≥15 bars)
    # of trades that reached this bar, how many gained more after
    From here:   15% positive  ███░░░░░░░░░░░░░░░░░░░░░░  (n=66)
    # expected remaining return from this point to trend end
                 median remaining: -2.46%

  TAKE PROFIT  ─  scale out ⅓ at each level
  (from entry 24,891.24)
    # ✅ = already reached  ⏳ = not yet
    T1 ⅓           1.55%  →   24,504.93  ✅  P(75%)
    T2 ⅓           3.81%  →   23,942.42  ⏳  P(50%)
    T3 ⅓ trail     9.03%  →   22,644.06  ⏳  P(25%)

  STOP  ─  where to get out if wrong
    DC Upper:   26,046.34  (4.04% risk)
    2-ATR:     25,943.67  (3.63% risk)

  EXPECTANCY  ─  SHORT THE RIP
    EV:  -1.52% per trade  ⚠️  negative
    (WR 24% × 5.34% reward  −  76% × 3.63% risk)

  ALL SETUPS  ─  historical EV comparison for ^NDX
    Setup                              n     WR   Avg MFE        EV
    ──────────────────────────────  ────  ─────  ────────  ────────
    TREND (BULL above MA)             87    56%     7.52%    +2.65%  ✅   
    BUY THE DIP (BULL below)          32    53%     9.48%    +3.33%  ✅   
    SHORT THE RIP (BEAR above)        85    24%     4.80%    -1.65%  ⚠️  ◀
    TREND (BEAR below MA)             33    30%     5.28%    -0.93%  ⚠️   
    (EV = WR × avg MFE reward − (1−WR) × 3.63% ATR risk)

============================================================

  SUMMARY
  ────────────────────────────────────────────────────────
  ^NDX has been bearish for 15 bars — still early
  at the 19th duration percentile. This is a short the rip setup.
  The -0.58% move is already larger than most
  (74th percentile), and the trend hit 2.02% MFE but has reversed through entry.
  Most trends like this are still going at this point, with a 24% historical
  win rate for this setup. Most of the move is likely behind us.
  The donchian upper band at 26,046.34 (4.04% away) is the natural stop.

No description has been provided for this image
Chart saved → donchian_slim_chart.png
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  S&P 500 (^GSPC)
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  Downloading ^GSPC …
  24655 rows  |  1927-12-30 → 2026-02-26
  Regression: 4240 day lookback  R²=0.9809
  DONCHIAN SLIM  -  ^GSPC  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-12-05  (bar 55)  -  TREND
  Entry: 6,870.40 -> Current: 6,908.86  (+0.56%)  Pool: BULL above 200MA  (n=208)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 71th                           |   Current: 0.56% (56th pctile)           |   WR: 49.5%                             
    Median: 34 bars  Mean: 46              |   MFE: 1.92% (retaining 29%)             |   Surv: 28.8%  (>=55 bars)              
    P75: 63  P90: 94                       |   Hist med: -0.05% avg: 1.61%            |   From here: 39% pos (n=59)             
                                           |                                          |   Med remaining: -1.35%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 6,870.40)             | STOP                                     | EXPECTANCY  -  TREND                    
    T1         1.90% ->     7,001 [x]      |   DC Lower: 6,775.50                     |   EV: +0.90% [+]                        
    T2         4.48% ->     7,178 [ ]      |     (1.93% risk)                         |   WR 50% x 4.49% rwd                    
    T3 trail   8.84% ->     7,478 [ ]      |   2-ATR: 6,727.84                        |   - 50% x 2.62% risk                    
                                           |     (2.62% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   ^GSPC bullish 55 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (71th pctile)
    TREND (BULL above MA)         208   50%   5.07%   +1.19% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)      102   40%   5.27%   +0.55%     |   0.56% gain is around typical (56th)
    SHORT THE RIP (BEAR above)    205   22%   2.71%   -1.45%     |   majority already reversed, 50% WR
    TREND (BEAR below MA)         106   46%   6.33%   +1.52%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 2.62% risk)                        |   Stop: 6,775.50 (1.93% away)


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  Nasdaq 100 (^NDX)
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  Downloading ^NDX …
  10180 rows  |  1985-10-01 → 2026-02-26
  Regression: 4250 day lookback  R²=0.9846
  DONCHIAN SLIM  -  ^NDX  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-04  (bar 15)  -  SHORT THE RIP
  Entry: 24,891.24 -> Current: 25,034.37  (-0.58%)  Pool: BEAR above 200MA  (n=85)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 19th                           |   Current: -0.58% (74th pctile)          |   WR: 23.5%                             
    Median: 26 bars  Mean: 31              |   MFE: 2.02% (retaining -28%)            |   Surv: 81.2%  (>=15 bars)              
    P75: 42  P90: 57                       |   Hist med: -3.63% avg: -2.34%           |   From here: 15% pos (n=66)             
                                           |                                          |   Med remaining: -2.46%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 24,891.24)            | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         1.55% ->    24,505 [x]      |   DC Upper: 26,046.34                    |   EV: -1.52% [!]                        
    T2         3.81% ->    23,942 [ ]      |     (4.04% risk)                         |   WR 24% x 5.34% rwd                    
    T3 trail   9.03% ->    22,644 [ ]      |   2-ATR: 25,943.67                       |   - 76% x 3.63% risk                    
                                           |     (3.63% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   ^NDX bearish 15 bars
    ---------------------------- ---- ----- ------- --------     |   still early (19th pctile)
    TREND (BULL above MA)          87   56%   7.52%   +2.65%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       32   53%   9.48%   +3.33%     |   -0.58% move is larger than most (74th)
    SHORT THE RIP (BEAR above)     85   24%   4.80%   -1.65% <   |   most trends still going, 24% WR
    TREND (BEAR below MA)          33   30%   5.28%   -0.93%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 3.63% risk)                        |   Stop: 26,046.34 (4.04% away)


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  Russell 2000 (^RUT)
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  Downloading ^RUT …
  9689 rows  |  1987-09-10 → 2026-02-26
  Regression: 4180 day lookback  R²=0.9084
  DONCHIAN SLIM  -  ^RUT  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-12-03  (bar 57)  -  TREND
  Entry: 2,512.14 -> Current: 2,677.29  (+6.57%)  Pool: BULL above 200MA  (n=80)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 66th                           |   Current: 6.57% (80th pctile)           |   WR: 51.2%                             
    Median: 40 bars  Mean: 51              |   MFE: 8.88% (retaining 74%)             |   Surv: 33.8%  (>=57 bars)              
    P75: 72  P90: 98                       |   Hist med: 0.21% avg: 2.03%             |   From here: 41% pos (n=27)             
                                           |                                          |   Med remaining: -1.35%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 2,512.14)             | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.39% ->     2,572 [x]      |   DC Lower: 2,569.23                     |   EV: -1.24% [!]                        
    T2         6.11% ->     2,666 [x]      |     (4.04% risk)                         |   WR 51% x 1.27% rwd                    
    T3 trail  10.64% ->     2,779 [ ]      |   2-ATR: 2,573.39                        |   - 49% x 3.88% risk                    
                                           |     (3.88% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   ^RUT bullish 57 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (66th pctile)
    TREND (BULL above MA)          80   51%   6.38%   +1.38% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       36   64%   8.27%   +3.88%     |   6.57% move is larger than most (80th)
    SHORT THE RIP (BEAR above)     78   31%   4.00%   -1.45%     |   majority already reversed, 51% WR
    TREND (BEAR below MA)          39   36%   6.12%   -0.29%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 3.88% risk)                        |   Stop: 2,569.23 (4.04% away)


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  S&P 500 Futures (ES) (ES=F)
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  Downloading ES=F …
  6424 rows  |  2000-09-18 → 2026-02-26
  Regression: 4240 day lookback  R²=0.9812
  DONCHIAN SLIM  -  ES=F  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-12-22  (bar 44)  -  TREND
  Entry: 6,930.25 -> Current: 6,906.50  (-0.34%)  Pool: BULL above 200MA  (n=51)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 49th                           |   Current: -0.34% (41th pctile)          |   WR: 58.8%                             
    Median: 44 bars  Mean: 55              |   MFE: 1.63% (retaining -21%)            |   Surv: 51.0%  (>=44 bars)              
    P75: 80  P90: 106                      |   Hist med: 1.98% avg: 1.83%             |   From here: 42% pos (n=24)             
                                           |                                          |   Med remaining: -0.57%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 6,930.25)             | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.09% ->     7,075 [ ]      |   DC Lower: 6,751.50                     |   EV: +2.14% [+]                        
    T2         5.00% ->     7,277 [ ]      |     (2.24% risk)                         |   WR 59% x 5.79% rwd                    
    T3 trail   9.19% ->     7,567 [ ]      |   2-ATR: 6,695.20                        |   - 41% x 3.06% risk                    
                                           |     (3.06% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   ES=F bullish 44 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (49th pctile)
    TREND (BULL above MA)          51   59%   5.42%   +1.93% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       20   45%   6.46%   +1.22%     |   -0.34% gain is around typical (41th)
    SHORT THE RIP (BEAR above)     52   17%   3.35%   -1.95%     |   ~half have ended by now, 59% WR
    TREND (BEAR below MA)          19   37%   7.50%   +0.83%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 3.06% risk)                        |   Stop: 6,751.50 (2.24% away)


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  Nasdaq 100 Futures (NQ) (NQ=F)
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  Downloading NQ=F …
  6424 rows  |  2000-09-18 → 2026-02-26
  Regression: 4250 day lookback  R²=0.9849
  DONCHIAN SLIM  -  NQ=F  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-04  (bar 15)  -  SHORT THE RIP
  Entry: 24,999.25 -> Current: 25,038.50  (-0.16%)  Pool: BEAR above 200MA  (n=47)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 23th                           |   Current: -0.16% (81th pctile)          |   WR: 14.9%                             
    Median: 25 bars  Mean: 29              |   MFE: 3.04% (retaining -5%)             |   Surv: 76.6%  (>=15 bars)              
    P75: 41  P90: 50                       |   Hist med: -4.14% avg: -3.31%           |   From here: 11% pos (n=35)             
                                           |                                          |   Med remaining: -2.84%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 24,999.25)            | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         1.45% ->    24,638 [x]      |   DC Upper: 26,296.00                    |   EV: -3.15% [!]                        
    T2         3.36% ->    24,161 [ ]      |     (5.02% risk)                         |   WR 15% x 4.02% rwd                    
    T3 trail   6.81% ->    23,296 [ ]      |   2-ATR: 26,140.28                       |   - 85% x 4.40% risk                    
                                           |     (4.40% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   NQ=F bearish 15 bars
    ---------------------------- ---- ----- ------- --------     |   still early (23th pctile)
    TREND (BULL above MA)          53   58%   6.77%   +2.13%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       18   61%  12.84%   +6.14%     |   -0.16% move is larger than most (81th)
    SHORT THE RIP (BEAR above)     47   15%   3.87%   -3.17% <   |   most trends still going, 15% WR
    TREND (BEAR below MA)          23   35%   8.23%   -0.01%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 4.40% risk)                        |   Stop: 26,296.00 (5.02% away)

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  Semiconductors (SMH) (SMH)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading SMH …
  6471 rows  |  2000-06-05 → 2026-02-26
  Regression: 3660 day lookback  R²=0.9758
  DONCHIAN SLIM  -  SMH  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-12-03  (bar 57)  -  TREND
  Entry: 363.24 -> Current: 412.01  (+13.43%)  Pool: BULL above 200MA  (n=61)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 82th                           |   Current: 13.43% (93th pctile)          |   WR: 39.3%                             
    Median: 29 bars  Mean: 39              |   MFE: 17.81% (retaining 75%)            |   Surv: 18.0%  (>=57 bars)              
    P75: 43  P90: 85                       |   Hist med: -1.81% avg: 0.34%            |   From here: 70% pos (n=10)             
                                           |                                          |   Med remaining: 2.01%                  
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 363.24)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.50% ->       372 [x]      |   DC Lower: 374.24                       |   EV: -4.01% [!]                        
    T2         6.10% ->       385 [x]      |     (9.17% risk)                         |   WR 39% x 0.00% rwd                    
    T3 trail  12.70% ->       409 [x]      |   2-ATR: 384.77                          |   - 61% x 6.61% risk                    
                                           |     (6.61% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   SMH bullish 57 bars
    ---------------------------- ---- ----- ------- --------     |   getting long in the tooth (82th pctile)
    TREND (BULL above MA)          61   39%   7.10%   -1.22% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       28   50%  10.71%   +2.05%     |   13.43% move is in the top tier (93th)
    SHORT THE RIP (BEAR above)     55   16%   3.80%   -4.91%     |   very few last this long, 39% WR
    TREND (BEAR below MA)          34   35%   8.13%   -1.41%     |   history favours more (70%)
    (EV = WR x MFE - (1-WR) x 6.61% risk)                        |   Stop: 374.24 (9.17% away)

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  Magnificent 7 (MAGS) (MAGS)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading MAGS …
  723 rows  |  2023-04-11 → 2026-02-26
  Regression: 720 day lookback  R²=0.9377
  DONCHIAN SLIM  -  MAGS  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-20  (bar 26)  -  SHORT THE RIP
  Entry: 62.94 -> Current: 62.27  (+1.06%)  Pool: all BEAR  (n=5)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 40th                           |   Current: 1.06% (80th pctile)           |   WR: 20.0%                             
    Median: 33 bars  Mean: 32              |   MFE: 4.46% (retaining 24%)             |   Surv: 60.0%  (>=26 bars)              
    P75: 40  P90: 49                       |   Hist med: -6.26% avg: -3.92%           |   From here: 0% pos (n=3)               
                                           |                                          |   Med remaining: -7.21%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 62.94)                | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
                                           |   DC Upper: 67.09                        |   Insufficient data                     
                                           |     (7.74% risk)                         |                                         
                                           |   2-ATR: 64.96                           |                                         
                                           |     (4.32% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   MAGS bearish 26 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (40th pctile)
    TREND (BULL above MA)           -     -       -        -     |   This is a short the rip setup
    BUY THE DIP (BULL below)        -     -       -        -     |   1.06% move is larger than most (80th)
    SHORT THE RIP (BEAR above)      -     -       -        -     |   ~half have ended by now, 20% WR
    TREND (BEAR below MA)           -     -       -        -     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 4.32% risk)                        |   Stop: 67.09 (7.74% away)

▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Tech Select (XLK) (XLK)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading XLK …
  6836 rows  |  1998-12-22 → 2026-02-26
  Regression: 4380 day lookback  R²=0.9846
  DONCHIAN SLIM  -  XLK  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-04  (bar 15)  -  SHORT THE RIP
  Entry: 138.12 -> Current: 141.01  (-2.09%)  Pool: BEAR above 200MA  (n=54)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 30th                           |   Current: -2.09% (70th pctile)          |   WR: 18.5%                             
    Median: 22 bars  Mean: 28              |   MFE: 2.20% (retaining -95%)            |   Surv: 70.4%  (>=15 bars)              
    P75: 34  P90: 55                       |   Hist med: -3.42% avg: -2.90%           |   From here: 19% pos (n=36)             
                                           |                                          |   Med remaining: -2.01%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 138.12)               | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         1.40% ->       136 [x]      |   DC Upper: 147.93                       |   EV: -3.18% [!]                        
    T2         3.55% ->       133 [ ]      |     (4.91% risk)                         |   WR 19% x 5.92% rwd                    
    T3 trail   6.91% ->       129 [ ]      |   2-ATR: 148.41                          |   - 81% x 5.25% risk                    
                                           |     (5.25% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   XLK bearish 15 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (30th pctile)
    TREND (BULL above MA)          58   57%   7.26%   +1.87%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       21   52%  10.58%   +3.05%     |   -2.09% move is larger than most (70th)
    SHORT THE RIP (BEAR above)     54   19%   3.95%   -3.54% <   |   most trends still going, 19% WR
    TREND (BEAR below MA)          25   40%  10.44%   +1.03%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 5.25% risk)                        |   Stop: 147.93 (4.91% away)

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  Uranium (URA) (URA)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading URA …
  3849 rows  |  2010-11-05 → 2026-02-26
  Regression: 1810 day lookback  R²=0.8622
  DONCHIAN SLIM  -  URA  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2026-01-05  (bar 36)  -  TREND
  Entry: 48.63 -> Current: 54.87  (+12.83%)  Pool: BULL above 200MA  (n=14)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 50th                           |   Current: 12.83% (71th pctile)          |   WR: 35.7%                             
    Median: 34 bars  Mean: 41              |   MFE: 28.07% (retaining 46%)            |   Surv: 50.0%  (>=36 bars)              
    P75: 50  P90: 82                       |   Hist med: -3.12% avg: 2.84%            |   From here: 29% pos (n=7)              
                                           |                                          |   Med remaining: -10.49%                
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 48.63)                | STOP                                     | EXPECTANCY  -  TREND                    
    T1         3.50% ->        50 [x]      |   DC Lower: 49.11                        |   EV: -4.64% [!]                        
    T2         9.47% ->        53 [x]      |     (10.50% risk)                        |   WR 36% x 7.35% rwd                    
    T3 trail  37.71% ->        67 [ ]      |   2-ATR: 48.67                           |   - 64% x 11.30% risk                   
                                           |     (11.30% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   URA bullish 36 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (50th pctile)
    TREND (BULL above MA)          14   36%  16.89%   -1.23% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       31   42%  10.97%   -1.97%     |   12.83% move is larger than most (71th)
    SHORT THE RIP (BEAR above)     14   36%  12.91%   -2.66%     |   ~half have ended by now, 36% WR
    TREND (BEAR below MA)          31   48%  10.82%   -0.60%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 11.30% risk)                       |   Stop: 49.11 (10.50% away)

▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  US Dollar Index (DXY) (DX-Y.NYB)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading DX-Y.NYB …
  14005 rows  |  1971-01-04 → 2026-02-26
  Regression: 4650 day lookback  R²=0.7605
  DONCHIAN SLIM  -  DX-Y.NYB  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-23  (bar 23)  -  TREND
  Entry: 97.60 -> Current: 97.78  (-0.19%)  Pool: BEAR below 200MA  (n=81)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 25th                           |   Current: -0.19% (49th pctile)          |   WR: 46.9%                             
    Median: 38 bars  Mean: 48              |   MFE: 2.10% (retaining -9%)             |   Surv: 75.3%  (>=23 bars)              
    P75: 64  P90: 96                       |   Hist med: -0.17% avg: 0.90%            |   From here: 43% pos (n=60)             
                                           |                                          |   Med remaining: -0.38%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 97.60)                | STOP                                     | EXPECTANCY  -  TREND                    
    T1         0.73% ->        97 [x]      |   DC Upper: 98.08                        |   EV: +0.98% [+]                        
    T2         2.12% ->        96 [ ]      |     (0.31% risk)                         |   WR 47% x 3.31% rwd                    
    T3 trail   6.56% ->        91 [ ]      |   2-ATR: 98.84                           |   - 53% x 1.08% risk                    
                                           |     (1.08% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   DX-Y.NYB bearish 23 bars
    ---------------------------- ---- ----- ------- --------     |   still early (25th pctile)
    TREND (BULL above MA)          79   46%   2.47%   +0.54%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       83   39%   1.95%   +0.09%     |   -0.19% gain is around typical (49th)
    SHORT THE RIP (BEAR above)     80   40%   2.35%   +0.29%     |   most trends still going, 47% WR
    TREND (BEAR below MA)          81   47%   3.13%   +0.89% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 1.08% risk)                        |   Stop: 98.08 (0.31% away)

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  USD/JPY (USDJPY=X)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading USDJPY=X …
  7604 rows  |  1996-10-30 → 2026-02-26
  Regression: 1740 day lookback  R²=0.8569
  DONCHIAN SLIM  -  USDJPY=X  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-26  (bar 23)  -  SHORT THE RIP
  Entry: 155.17 -> Current: 156.12  (-0.62%)  Pool: BEAR above 200MA  (n=28)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 25th                           |   Current: -0.62% (50th pctile)          |   WR: 35.7%                             
    Median: 36 bars  Mean: 44              |   MFE: 1.86% (retaining -33%)            |   Surv: 75.0%  (>=23 bars)              
    P75: 55  P90: 74                       |   Hist med: -0.64% avg: 0.32%            |   From here: 29% pos (n=21)             
                                           |                                          |   Med remaining: -1.25%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 155.17)               | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         1.75% ->       152 [x]      |   DC Upper: 157.33                       |   EV: +0.06% [+]                        
    T2         3.25% ->       150 [ ]      |     (0.77% risk)                         |   WR 36% x 3.89% rwd                    
    T3 trail   4.90% ->       148 [ ]      |   2-ATR: 159.37                          |   - 64% x 2.08% risk                    
                                           |     (2.08% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   USDJPY=X bearish 23 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (25th pctile)
    TREND (BULL above MA)          35   37%   2.89%   -0.23%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       31   42%   3.49%   +0.26%     |   -0.62% gain is around typical (50th)
    SHORT THE RIP (BEAR above)     28   36%   3.30%   -0.16% <   |   most trends still going, 36% WR
    TREND (BEAR below MA)          38   29%   3.83%   -0.37%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 2.08% risk)                        |   Stop: 157.33 (0.77% away)

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  EUR/USD (EURUSD=X)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading EURUSD=X …
  5770 rows  |  2003-12-01 → 2026-02-26
  Regression: 330 day lookback  R²=0.7785
  DONCHIAN SLIM  -  EURUSD=X  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-09-09  (bar 120)  -  TREND
  Entry: 1.18 -> Current: 1.18  (+0.27%)  Pool: BULL above 200MA  (n=30)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 90th                           |   Current: 0.27% (57th pctile)           |   WR: 46.7%                             
    Median: 53 bars  Mean: 61              |   MFE: 2.16% (retaining 12%)             |   Surv: 10.0%  (>=120 bars)             
    P75: 79  P90: 116                      |   Hist med: -0.16% avg: 0.21%            |   From here: 0% pos (n=3)               
                                           |                                          |   Med remaining: -2.13%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 1.18)                 | STOP                                     | EXPECTANCY  -  TREND                    
    T1         1.08% ->         1 [x]      |   DC Lower: 1.17                         |   EV: +0.82% [+]                        
    T2         2.92% ->         1 [ ]      |     (0.49% risk)                         |   WR 47% x 3.13% rwd                    
    T3 trail   6.24% ->         1 [ ]      |   2-ATR: 1.17                            |   - 53% x 1.21% risk                    
                                           |     (1.21% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   EURUSD=X bullish 120 bars
    ---------------------------- ---- ----- ------- --------     |   extended well beyond typical (90th pctile)
    TREND (BULL above MA)          30   47%   3.41%   +0.95% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       18   39%   2.93%   +0.40%     |   0.27% gain is around typical (57th)
    SHORT THE RIP (BEAR above)     25   32%   2.16%   -0.13%     |   very few last this long, 47% WR
    TREND (BEAR below MA)          23   39%   2.72%   +0.33%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 1.21% risk)                        |   Stop: 1.17 (0.49% away)

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  Gold (GC=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading GC=F …
  6396 rows  |  2000-08-30 → 2026-02-26
  Regression: 610 day lookback  R²=0.9634
  DONCHIAN SLIM  -  GC=F  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-06-13  (bar 177)  -  TREND
  Entry: 3,431.20 -> Current: 5,203.20  (+51.64%)  Pool: BULL above 200MA  (n=57)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 100th                          |   Current: 51.64% (100th pctile)         |   WR: 49.1%                             
    Median: 39 bars  Mean: 46              |   MFE: 62.81% (retaining 82%)            |   Surv: 0.0%  (>=177 bars)              
    P75: 61  P90: 91                       |   Hist med: -0.26% avg: 2.37%            |                                         
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 3,431.20)             | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.74% ->     3,525 [x]      |   DC Lower: 4,400.00                     |   EV: -4.05% [!]                        
    T2         7.44% ->     3,687 [x]      |     (15.44% risk)                        |   WR 49% x 0.00% rwd                    
    T3 trail  13.38% ->     3,890 [x]      |   2-ATR: 4,789.50                        |   - 51% x 7.95% risk                    
                                           |     (7.95% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   GC=F bullish 177 bars
    ---------------------------- ---- ----- ------- --------     |   extended well beyond typical (100th pctile)
    TREND (BULL above MA)          57   49%   7.85%   -0.19% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       19   47%   5.83%   -1.42%     |   51.64% move is in the top tier (100th)
    SHORT THE RIP (BEAR above)     54   22%   3.15%   -5.48%     |   very few last this long, 49% WR
    TREND (BEAR below MA)          23   35%   3.04%   -4.13%     |   insufficient fwd data
    (EV = WR x MFE - (1-WR) x 7.95% risk)                        |   Stop: 4,400.00 (15.44% away)

▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Silver (SI=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading SI=F …
  6398 rows  |  2000-08-30 → 2026-02-26
  Regression: 300 day lookback  R²=0.8261
  DONCHIAN SLIM  -  SI=F  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-06-02  (bar 186)  -  TREND
  Entry: 34.56 -> Current: 88.85  (+157.07%)  Pool: BULL above 200MA  (n=56)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 100th                          |   Current: 157.07% (100th pctile)        |   WR: 39.3%                             
    Median: 28 bars  Mean: 38              |   MFE: 250.95% (retaining 63%)           |   Surv: 0.0%  (>=186 bars)              
    P75: 47  P90: 70                       |   Hist med: -2.49% avg: 1.60%            |                                         
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 34.56)                | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.05% ->        35 [x]      |   DC Lower: 68.71                        |   EV: -11.59% [!]                       
    T2         6.29% ->        37 [x]      |     (22.67% risk)                        |   WR 39% x 0.00% rwd                    
    T3 trail  17.52% ->        41 [x]      |   2-ATR: 71.89                           |   - 61% x 19.09% risk                   
                                           |     (19.09% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   SI=F bullish 186 bars
    ---------------------------- ---- ----- ------- --------     |   extended well beyond typical (100th pctile)
    TREND (BULL above MA)          56   39%   8.62%   -8.20% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       30   50%   8.65%   -5.22%     |   157.07% move is in the top tier (100th)
    SHORT THE RIP (BEAR above)     42   21%   5.70%  -13.78%     |   very few last this long, 39% WR
    TREND (BEAR below MA)          45   27%   5.14%  -12.63%     |   insufficient fwd data
    (EV = WR x MFE - (1-WR) x 19.09% risk)                       |   Stop: 68.71 (22.67% away)

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  Natural Gas (NG=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading NG=F …
  6402 rows  |  2000-08-30 → 2026-02-26
  Regression: 520 day lookback  R²=0.5878
  DONCHIAN SLIM  -  NG=F  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-24  (bar 2)  -  TREND
  Entry: 2.91 -> Current: 2.84  (+2.71%)  Pool: BEAR below 200MA  (n=37)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 0th                            |   Current: 2.71% (76th pctile)           |   WR: 32.4%                             
    Median: 25 bars  Mean: 40              |   MFE: 4.80% (retaining 56%)             |   Surv: 100.0%  (>=2 bars)              
    P75: 58  P90: 98                       |   Hist med: -9.17% avg: -3.05%           |   From here: 27% pos (n=37)             
                                           |                                          |   Med remaining: -7.84%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 2.91)                 | STOP                                     | EXPECTANCY  -  TREND                    
    T1         3.51% ->         3 [x]      |   DC Upper: 4.43                         |   EV: -17.94% [!]                       
    T2         9.09% ->         3 [ ]      |     (56.03% risk)                        |   WR 32% x 10.78% rwd                   
    T3 trail  26.98% ->         2 [ ]      |   2-ATR: 3.74                            |   - 68% x 31.72% risk                   
                                           |     (31.72% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   NG=F bearish 2 bars
    ---------------------------- ---- ----- ------- --------     |   still early (0th pctile)
    TREND (BULL above MA)          39   33%  20.83%  -14.20%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       40   32%  17.58%  -15.70%     |   2.71% move is larger than most (76th)
    SHORT THE RIP (BEAR above)     41   44%  14.79%  -11.30%     |   most trends still going, 32% WR
    TREND (BEAR below MA)          37   32%  13.20%  -17.15% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 31.72% risk)                       |   Stop: 4.43 (56.03% away)

▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Crude Oil (WTI) (CL=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading CL=F …
  6405 rows  |  2000-08-23 → 2026-02-26
  Regression: 510 day lookback  R²=0.7838
  DONCHIAN SLIM  -  CL=F  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2026-01-09  (bar 32)  -  TREND
  Entry: 59.12 -> Current: 65.47  (+10.74%)  Pool: BULL above 200MA  (n=42)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 36th                           |   Current: 10.74% (86th pctile)          |   WR: 47.6%                             
    Median: 43 bars  Mean: 48              |   MFE: 13.80% (retaining 78%)            |   Surv: 64.3%  (>=32 bars)              
    P75: 64  P90: 91                       |   Hist med: -0.35% avg: 2.22%            |   From here: 26% pos (n=27)             
                                           |                                          |   Med remaining: -3.22%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 59.12)                | STOP                                     | EXPECTANCY  -  TREND                    
    T1         5.64% ->        62 [x]      |   DC Lower: 61.12                        |   EV: -2.52% [!]                        
    T2        10.86% ->        66 [x]      |     (6.64% risk)                         |   WR 48% x 2.46% rwd                    
    T3 trail  18.81% ->        70 [ ]      |   2-ATR: 60.86                           |   - 52% x 7.05% risk                    
                                           |     (7.05% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   CL=F bullish 32 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (36th pctile)
    TREND (BULL above MA)          42   48%  11.77%   +1.91% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       27   52%  14.99%   +4.38%     |   10.74% move is in the top tier (86th)
    SHORT THE RIP (BEAR above)     43   35%  10.92%   -0.78%     |   ~half have ended by now, 48% WR
    TREND (BEAR below MA)          27   19%   8.36%   -4.19%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 7.05% risk)                        |   Stop: 61.12 (6.64% away)

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  Copper (HG=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading HG=F …
  6401 rows  |  2000-08-30 → 2026-02-26
  Regression: 2670 day lookback  R²=0.7852
  DONCHIAN SLIM  -  HG=F  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-08-29  (bar 123)  -  TREND
  Entry: 4.52 -> Current: 6.03  (+33.38%)  Pool: BULL above 200MA  (n=44)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 95th                           |   Current: 33.38% (93th pctile)          |   WR: 38.6%                             
    Median: 31 bars  Mean: 45              |   MFE: 44.03% (retaining 76%)            |   Surv: 4.5%  (>=123 bars)              
    P75: 58  P90: 91                       |   Hist med: -2.10% avg: 1.78%            |   From here: 50% pos (n=2)              
                                           |                                          |   Med remaining: 2.57%                  
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 4.52)                 | STOP                                     | EXPECTANCY  -  TREND                    
    T1         3.08% ->         5 [x]      |   DC Lower: 5.57                         |   EV: -3.83% [!]                        
    T2         5.47% ->         5 [x]      |     (7.60% risk)                         |   WR 39% x 0.00% rwd                    
    T3 trail  14.96% ->         5 [x]      |   2-ATR: 5.65                            |   - 61% x 6.25% risk                    
                                           |     (6.25% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   HG=F bullish 123 bars
    ---------------------------- ---- ----- ------- --------     |   extended well beyond typical (95th pctile)
    TREND (BULL above MA)          44   39%   7.84%   -0.81% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       33   42%   5.94%   -1.08%     |   33.38% move is in the top tier (93th)
    SHORT THE RIP (BEAR above)     45   31%   5.76%   -2.51%     |   very few last this long, 39% WR
    TREND (BEAR below MA)          32   28%   4.12%   -3.33%     |   remaining upside ~coin flip
    (EV = WR x MFE - (1-WR) x 6.25% risk)                        |   Stop: 5.57 (7.60% away)

▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Platinum (PL=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading PL=F …
  6424 rows  |  1997-10-29 → 2026-02-26
  Regression: 300 day lookback  R²=0.8981
  DONCHIAN SLIM  -  PL=F  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-05  (bar 14)  -  SHORT THE RIP
  Entry: 2,061.60 -> Current: 2,283.80  (-10.78%)  Pool: BEAR above 200MA  (n=42)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 14th                           |   Current: -10.78% (2th pctile)          |   WR: 33.3%                             
    Median: 23 bars  Mean: 33              |   MFE: 2.38% (retaining -453%)           |   Surv: 85.7%  (>=14 bars)              
    P75: 35  P90: 64                       |   Hist med: -1.89% avg: 0.03%            |   From here: 19% pos (n=36)             
                                           |                                          |   Med remaining: -2.58%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 2,061.60)             | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         1.31% ->     2,035 [x]      |   DC Upper: 2,597.40                     |   EV: -0.51% [!]                        
    T2         4.51% ->     1,969 [ ]      |     (13.73% risk)                        |   WR 33% x 13.94% rwd                   
    T3 trail   8.18% ->     1,893 [ ]      |   2-ATR: 2,460.59                        |   - 67% x 7.74% risk                    
                                           |     (7.74% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   PL=F bearish 14 bars
    ---------------------------- ---- ----- ------- --------     |   still early (14th pctile)
    TREND (BULL above MA)          53   38%   6.32%   -2.44%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       40   35%   5.35%   -3.16%     |   -10.78% return is modest (2th)
    SHORT THE RIP (BEAR above)     42   33%   4.67%   -3.61% <   |   most trends still going, 33% WR
    TREND (BEAR below MA)          50   28%   3.79%   -4.51%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 7.74% risk)                        |   Stop: 2,597.40 (13.73% away)

▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Palladium (PA=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading PA=F …
  6435 rows  |  1998-09-28 → 2026-02-26
  Regression: 300 day lookback  R²=0.8641
  DONCHIAN SLIM  -  PA=F  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-12-15  (bar 49)  -  TREND
  Entry: 1,592.80 -> Current: 1,817.50  (+14.11%)  Pool: BULL above 200MA  (n=47)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 70th                           |   Current: 14.11% (79th pctile)          |   WR: 44.7%                             
    Median: 29 bars  Mean: 41              |   MFE: 36.23% (retaining 39%)            |   Surv: 29.8%  (>=49 bars)              
    P75: 59  P90: 85                       |   Hist med: -1.17% avg: 3.11%            |   From here: 43% pos (n=14)             
                                           |                                          |   Med remaining: -0.56%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 1,592.80)             | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.16% ->     1,627 [x]      |   DC Lower: 1,549.50                     |   EV: -3.55% [!]                        
    T2         4.95% ->     1,672 [x]      |     (14.75% risk)                        |   WR 45% x 1.87% rwd                    
    T3 trail  20.51% ->     1,920 [x]      |   2-ATR: 1,673.27                        |   - 55% x 7.94% risk                    
                                           |     (7.94% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   PA=F bullish 49 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (70th pctile)
    TREND (BULL above MA)          47   45%   9.21%   -0.28% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       39   28%   7.28%   -3.64%     |   14.11% move is larger than most (79th)
    SHORT THE RIP (BEAR above)     42   24%   5.60%   -4.71%     |   majority already reversed, 45% WR
    TREND (BEAR below MA)          45   33%   6.88%   -3.00%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 7.94% risk)                        |   Stop: 1,549.50 (14.75% away)

▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Alphabet (GOOGL) (GOOGL)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading GOOGL …
  5415 rows  |  2004-08-19 → 2026-02-26
  Regression: 4390 day lookback  R²=0.9775
  DONCHIAN SLIM  -  GOOGL  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-13  (bar 8)  -  SHORT THE RIP
  Entry: 305.72 -> Current: 307.38  (-0.54%)  Pool: BEAR above 200MA  (n=46)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 11th                           |   Current: -0.54% (76th pctile)          |   WR: 21.7%                             
    Median: 23 bars  Mean: 28              |   MFE: 3.10% (retaining -18%)            |   Surv: 89.1%  (>=8 bars)               
    P75: 36  P90: 47                       |   Hist med: -4.73% avg: -3.61%           |   From here: 24% pos (n=41)             
                                           |                                          |   Med remaining: -3.19%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 305.72)               | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         2.23% ->       299 [x]      |   DC Upper: 349.00                       |   EV: -4.07% [!]                        
    T2         4.24% ->       293 [ ]      |     (13.54% risk)                        |   WR 22% x 5.45% rwd                    
    T3 trail   8.34% ->       280 [ ]      |   2-ATR: 328.02                          |   - 78% x 6.72% risk                    
                                           |     (6.72% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   GOOGL bearish 8 bars
    ---------------------------- ---- ----- ------- --------     |   still early (11th pctile)
    TREND (BULL above MA)          44   52%  12.84%   +3.51%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       22   45%   9.50%   +0.65%     |   -0.54% move is larger than most (76th)
    SHORT THE RIP (BEAR above)     46   22%   4.94%   -4.18% <   |   most trends still going, 22% WR
    TREND (BEAR below MA)          20   30%   7.30%   -2.51%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 6.72% risk)                        |   Stop: 349.00 (13.54% away)

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  Amazon (AMZN) (AMZN)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading AMZN …
  7241 rows  |  1997-05-15 → 2026-02-26
  Regression: 5000 day lookback  R²=0.9615
  DONCHIAN SLIM  -  AMZN  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-05  (bar 14)  -  TREND
  Entry: 222.69 -> Current: 207.92  (+6.63%)  Pool: BEAR below 200MA  (n=32)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 12th                           |   Current: 6.63% (72th pctile)           |   WR: 34.4%                             
    Median: 30 bars  Mean: 35              |   MFE: 11.99% (retaining 55%)            |   Surv: 87.5%  (>=14 bars)              
    P75: 46  P90: 68                       |   Hist med: -4.97% avg: -2.65%           |   From here: 21% pos (n=28)             
                                           |                                          |   Med remaining: -4.69%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 222.69)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         3.32% ->       215 [x]      |   DC Upper: 246.35                       |   EV: -1.89% [!]                        
    T2        13.36% ->       193 [ ]      |     (18.48% risk)                        |   WR 34% x 8.18% rwd                    
    T3 trail  22.81% ->       172 [ ]      |   2-ATR: 222.83                          |   - 66% x 7.17% risk                    
                                           |     (7.17% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   AMZN bearish 14 bars
    ---------------------------- ---- ----- ------- --------     |   still early (12th pctile)
    TREND (BULL above MA)          57   53%  18.34%   +6.26%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       27   33%  13.62%   -0.24%     |   6.63% move is larger than most (72th)
    SHORT THE RIP (BEAR above)     52   27%   8.33%   -3.00%     |   most trends still going, 34% WR
    TREND (BEAR below MA)          32   34%  13.16%   -0.18% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 7.17% risk)                        |   Stop: 246.35 (18.48% away)

▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Apple (AAPL) (AAPL)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading AAPL …
  11393 rows  |  1980-12-12 → 2026-02-26
  Regression: 5000 day lookback  R²=0.9753
  DONCHIAN SLIM  -  AAPL  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2026-02-04  (bar 15)  -  TREND
  Entry: 276.23 -> Current: 272.95  (-1.19%)  Pool: BULL above 200MA  (n=75)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 8th                            |   Current: -1.19% (41th pctile)          |   WR: 56.0%                             
    Median: 36 bars  Mean: 53              |   MFE: 1.60% (retaining -74%)            |   Surv: 92.0%  (>=15 bars)              
    P75: 68  P90: 112                      |   Hist med: 1.64% avg: 7.29%             |   From here: 38% pos (n=68)             
                                           |                                          |   Med remaining: -3.55%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 276.23)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         6.12% ->       293 [ ]      |   DC Lower: 251.94                       |   EV: +9.05% [+]                        
    T2        17.14% ->       324 [ ]      |     (7.70% risk)                         |   WR 56% x 20.17% rwd                   
    T3 trail  32.96% ->       367 [ ]      |   2-ATR: 259.04                          |   - 44% x 5.09% risk                    
                                           |     (5.09% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   AAPL bullish 15 bars
    ---------------------------- ---- ----- ------- --------     |   still early (8th pctile)
    TREND (BULL above MA)          75   56%  18.74%   +8.25% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       47   51%  19.55%   +7.49%     |   -1.19% gain is around typical (41th)
    SHORT THE RIP (BEAR above)     79   25%   7.74%   -1.85%     |   most trends still going, 56% WR
    TREND (BEAR below MA)          43   37%  12.34%   +1.39%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 5.09% risk)                        |   Stop: 251.94 (7.70% away)

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  Tesla (TSLA) (TSLA)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading TSLA …
  3940 rows  |  2010-06-29 → 2026-02-26
  Regression: 3930 day lookback  R²=0.9112
  DONCHIAN SLIM  -  TSLA  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-06  (bar 35)  -  SHORT THE RIP
  Entry: 432.96 -> Current: 408.58  (+5.63%)  Pool: BEAR above 200MA  (n=26)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 65th                           |   Current: 5.63% (92th pctile)           |   WR: 23.1%                             
    Median: 26 bars  Mean: 34              |   MFE: 10.49% (retaining 54%)            |   Surv: 34.6%  (>=35 bars)              
    P75: 38  P90: 53                       |   Hist med: -6.88% avg: -5.96%           |   From here: 12% pos (n=8)              
                                           |                                          |   Med remaining: -7.05%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 432.96)               | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         6.80% ->       404 [x]      |   DC Upper: 440.23                       |   EV: -3.84% [!]                        
    T2        12.98% ->       377 [ ]      |     (7.75% risk)                         |   WR 23% x 9.17% rwd                    
    T3 trail  23.07% ->       333 [ ]      |   2-ATR: 440.22                          |   - 77% x 7.74% risk                    
                                           |     (7.74% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   TSLA bearish 35 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (65th pctile)
    TREND (BULL above MA)          29   34%  19.21%   +1.55%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       14   64%  29.18%  +16.00%     |   5.63% move is in the top tier (92th)
    SHORT THE RIP (BEAR above)     26   23%  14.29%   -2.66% <   |   majority already reversed, 23% WR
    TREND (BEAR below MA)          17   29%  13.04%   -1.63%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 7.74% risk)                        |   Stop: 440.23 (7.75% away)

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  Meta (META) (META)
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  Downloading META …
  3463 rows  |  2012-05-18 → 2026-02-26
  Regression: 930 day lookback  R²=0.8731
  DONCHIAN SLIM  -  META  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2026-01-26  (bar 22)  -  BUY THE DIP
  Entry: 672.36 -> Current: 657.01  (-2.28%)  Pool: all BULL  (n=37)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 16th                           |   Current: -2.28% (35th pctile)          |   WR: 59.5%                             
    Median: 54 bars  Mean: 60              |   MFE: 10.66% (retaining -21%)           |   Surv: 83.8%  (>=22 bars)              
    P75: 77  P90: 106                      |   Hist med: 1.21% avg: 9.68%             |   From here: 55% pos (n=31)             
                                           |                                          |   Med remaining: 0.85%                  
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 672.36)               | STOP                                     | EXPECTANCY  -  BUY THE DIP              
    T1         5.77% ->       711 [x]      |   DC Lower: 628.15                       |   EV: +8.87% [+]                        
    T2        11.84% ->       752 [ ]      |     (4.39% risk)                         |   WR 59% x 19.68% rwd                   
    T3 trail  33.25% ->       896 [ ]      |   2-ATR: 611.14                          |   - 41% x 6.98% risk                    
                                           |     (6.98% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   META bullish 22 bars
    ---------------------------- ---- ----- ------- --------     |   still early (16th pctile)
    TREND (BULL above MA)          28   61%  12.66%   +4.94%     |   This is a buy the dip setup
    BUY THE DIP (BULL below)        7   57%  39.50%  +19.58% <   |   -2.28% gain is around typical (35th)
    SHORT THE RIP (BEAR above)     27   15%   6.81%   -4.94%     |   most trends still going, 59% WR
    TREND (BEAR below MA)           8   62%  18.28%   +8.80%     |   remaining upside ~coin flip
    (EV = WR x MFE - (1-WR) x 6.98% risk)                        |   Stop: 628.15 (4.39% away)

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  Microsoft (MSFT) (MSFT)
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  Downloading MSFT …
  10067 rows  |  1986-03-13 → 2026-02-26
  Regression: 3760 day lookback  R²=0.9814
  DONCHIAN SLIM  -  MSFT  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2025-11-06  (bar 75)  -  TREND
  Entry: 495.04 -> Current: 401.72  (+18.85%)  Pool: BEAR below 200MA  (n=39)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 92th                           |   Current: 18.85% (97th pctile)          |   WR: 30.8%                             
    Median: 32 bars  Mean: 38              |   MFE: 22.89% (retaining 82%)            |   Surv: 7.7%  (>=75 bars)               
    P75: 44  P90: 71                       |   Hist med: -4.12% avg: -2.90%           |   From here: 33% pos (n=3)              
                                           |                                          |   Med remaining: -1.55%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 495.04)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.08% ->       485 [x]      |   DC Upper: 441.49                       |   EV: -4.53% [!]                        
    T2         7.78% ->       457 [x]      |     (9.90% risk)                         |   WR 31% x 0.00% rwd                    
    T3 trail  12.66% ->       432 [x]      |   2-ATR: 428.00                          |   - 69% x 6.54% risk                    
                                           |     (6.54% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   MSFT bearish 75 bars
    ---------------------------- ---- ----- ------- --------     |   extended well beyond typical (92th pctile)
    TREND (BULL above MA)          80   48%  12.46%   +2.48%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       29   55%  16.11%   +5.95%     |   18.85% move is in the top tier (97th)
    SHORT THE RIP (BEAR above)     70   20%   5.90%   -4.05%     |   very few last this long, 31% WR
    TREND (BEAR below MA)          39   31%   7.50%   -2.22% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 6.54% risk)                        |   Stop: 441.49 (9.90% away)

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  NVIDIA (NVDA) (NVDA)
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  Downloading NVDA …
  6816 rows  |  1999-01-22 → 2026-02-26
  Regression: 3470 day lookback  R²=0.9698
  DONCHIAN SLIM  -  NVDA  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2026-02-25  (bar 1)  -  TREND
  Entry: 195.56 -> Current: 184.89  (-5.46%)  Pool: BULL above 200MA  (n=51)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 0th                            |   Current: -5.46% (33th pctile)          |   WR: 56.9%                             
    Median: 42 bars  Mean: 56              |   Hist med: 2.65% avg: 14.16%            |   Surv: 100.0%  (>=1 bars)              
    P75: 78  P90: 120                      |                                          |   From here: 57% pos (n=51)             
                                           |                                          |   Med remaining: 2.59%                  
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 195.56)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         6.93% ->       209 [ ]      |   DC Lower: 171.03                       |   EV: +13.89% [+]                       
    T2        17.39% ->       230 [ ]      |     (7.50% risk)                         |   WR 57% x 30.06% rwd                   
    T3 trail  44.57% ->       283 [ ]      |   2-ATR: 171.17                          |   - 43% x 7.42% risk                    
                                           |     (7.42% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   NVDA bullish 1 bars
    ---------------------------- ---- ----- ------- --------     |   still early (0th pctile)
    TREND (BULL above MA)          51   57%  22.96%   +9.86% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       22   50%  27.09%   +9.84%     |   -5.46% gain is around typical (33th)
    SHORT THE RIP (BEAR above)     54   19%   9.09%   -4.36%     |   most trends still going, 57% WR
    TREND (BEAR below MA)          20   60%  25.29%  +12.20%     |   remaining upside ~coin flip
    (EV = WR x MFE - (1-WR) x 7.42% risk)                        |   Stop: 171.03 (7.50% away)

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  Netflix (NFLX) (NFLX)
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  Downloading NFLX …
  5979 rows  |  2002-05-23 → 2026-02-26
  Regression: 5000 day lookback  R²=0.9304
  DONCHIAN SLIM  -  NFLX  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2025-10-01  (bar 101)  -  TREND
  Entry: 117.09 -> Current: 84.59  (+27.76%)  Pool: BEAR below 200MA  (n=18)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 100th                          |   Current: 27.76% (94th pctile)          |   WR: 27.8%                             
    Median: 30 bars  Mean: 35              |   MFE: 35.94% (retaining 77%)            |   Surv: 0.0%  (>=101 bars)              
    P75: 52  P90: 63                       |   Hist med: -6.30% avg: -4.77%           |                                         
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 117.09)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.31% ->       114 [x]      |   DC Upper: 86.50                        |   EV: -4.75% [!]                        
    T2         8.12% ->       108 [x]      |     (2.26% risk)                         |   WR 28% x 0.00% rwd                    
    T3 trail  21.50% ->        92 [x]      |   2-ATR: 90.16                           |   - 72% x 6.58% risk                    
                                           |     (6.58% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   NFLX bearish 101 bars
    ---------------------------- ---- ----- ------- --------     |   extended well beyond typical (100th pctile)
    TREND (BULL above MA)          47   49%  19.96%   +6.41%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       19   53%  23.25%   +9.12%     |   27.76% move is in the top tier (94th)
    SHORT THE RIP (BEAR above)     48   17%   6.93%   -4.33%     |   very few last this long, 28% WR
    TREND (BEAR below MA)          18   28%  10.64%   -1.80% <   |   insufficient fwd data
    (EV = WR x MFE - (1-WR) x 6.58% risk)                        |   Stop: 86.50 (2.26% away)

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  Palantir (PLTR) (PLTR)
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  Downloading PLTR …
  1358 rows  |  2020-09-30 → 2026-02-26
  Regression: 830 day lookback  R²=0.9577
  DONCHIAN SLIM  -  PLTR  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-02  (bar 37)  -  TREND
  Entry: 167.86 -> Current: 135.94  (+19.02%)  Pool: all BEAR  (n=17)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 59th                           |   Current: 19.02% (94th pctile)          |   WR: 11.8%                             
    Median: 26 bars  Mean: 35              |   MFE: 24.80% (retaining 77%)            |   Surv: 41.2%  (>=37 bars)              
    P75: 42  P90: 65                       |   Hist med: -19.86% avg: -12.65%         |   From here: 14% pos (n=7)              
                                           |                                          |   Med remaining: -10.97%                
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 167.86)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         5.26% ->       159 [x]      |   DC Upper: 165.08                       |   EV: -11.16% [!]                       
    T2        10.30% ->       151 [x]      |     (21.43% risk)                        |   WR 12% x 0.00% rwd                    
    T3 trail  15.67% ->       142 [x]      |   2-ATR: 153.13                          |   - 88% x 12.65% risk                   
                                           |     (12.65% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   PLTR bearish 37 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (59th pctile)
    TREND (BULL above MA)          11   45%  39.13%  +10.89%     |   This is a trend-following setup
    BUY THE DIP (BULL below)        -     -       -        -     |   19.02% move is in the top tier (94th)
    SHORT THE RIP (BEAR above)      8    0%   8.46%  -12.65%     |   ~half have ended by now, 12% WR
    TREND (BEAR below MA)           6   33%  19.98%   -1.77% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 12.65% risk)                       |   Stop: 165.08 (21.43% away)

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  Oracle (ORCL) (ORCL)
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  Downloading ORCL …
  10068 rows  |  1986-03-12 → 2026-02-26
  Regression: 5000 day lookback  R²=0.9308
  DONCHIAN SLIM  -  ORCL  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-21  (bar 25)  -  TREND
  Entry: 173.88 -> Current: 150.31  (+13.56%)  Pool: BEAR below 200MA  (n=35)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 46th                           |   Current: 13.56% (89th pctile)          |   WR: 31.4%                             
    Median: 28 bars  Mean: 34              |   MFE: 22.22% (retaining 61%)            |   Surv: 54.3%  (>=25 bars)              
    P75: 47  P90: 62                       |   Hist med: -4.72% avg: -2.21%           |   From here: 16% pos (n=19)             
                                           |                                          |   Med remaining: -5.00%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 173.88)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         1.96% ->       170 [x]      |   DC Upper: 171.20                       |   EV: -7.21% [!]                        
    T2        10.60% ->       155 [x]      |     (13.90% risk)                        |   WR 31% x 2.05% rwd                    
    T3 trail  18.88% ->       141 [x]      |   2-ATR: 167.54                          |   - 69% x 11.46% risk                   
                                           |     (11.46% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   ORCL bearish 25 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (46th pctile)
    TREND (BULL above MA)          83   49%  13.71%   +0.97%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       31   58%  18.34%   +5.84%     |   13.56% move is in the top tier (89th)
    SHORT THE RIP (BEAR above)     79   25%   6.64%   -6.88%     |   ~half have ended by now, 31% WR
    TREND (BEAR below MA)          35   31%  10.48%   -4.57% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 11.46% risk)                       |   Stop: 171.20 (13.90% away)

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  AMD (AMD) (AMD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading AMD …
  11581 rows  |  1980-03-17 → 2026-02-26
  Regression: 3370 day lookback  R²=0.9131
  DONCHIAN SLIM  -  AMD  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-05  (bar 14)  -  SHORT THE RIP
  Entry: 192.50 -> Current: 203.68  (-5.81%)  Pool: BEAR above 200MA  (n=68)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 13th                           |   Current: -5.81% (54th pctile)          |   WR: 33.8%                             
    Median: 34 bars  Mean: 41              |   Hist med: -7.37% avg: -1.89%           |   Surv: 86.8%  (>=14 bars)              
    P75: 55  P90: 92                       |                                          |   From here: 29% pos (n=55)             
                                           |                                          |   Med remaining: -6.56%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 192.50)               | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         4.40% ->       184 [ ]      |   DC Upper: 260.53                       |   EV: -2.73% [!]                        
    T2        12.02% ->       169 [ ]      |     (27.91% risk)                        |   WR 34% x 17.41% rwd                   
    T3 trail  21.42% ->       151 [ ]      |   2-ATR: 230.20                          |   - 66% x 13.02% risk                   
                                           |     (13.02% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   AMD bearish 14 bars
    ---------------------------- ---- ----- ------- --------     |   still early (13th pctile)
    TREND (BULL above MA)          69   35%  17.76%   -2.32%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       62   47%  25.53%   +5.01%     |   -5.81% gain is around typical (54th)
    SHORT THE RIP (BEAR above)     68   34%  12.61%   -4.35% <   |   most trends still going, 34% WR
    TREND (BEAR below MA)          62   42%  17.35%   -0.28%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 13.02% risk)                       |   Stop: 260.53 (27.91% away)

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  MicroStrategy (MSTR) (MSTR)
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  Downloading MSTR …
  6971 rows  |  1998-06-11 → 2026-02-26
  Regression: 950 day lookback  R²=0.8248
  DONCHIAN SLIM  -  MSTR  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-29  (bar 19)  -  TREND
  Entry: 143.19 -> Current: 133.40  (+6.84%)  Pool: BEAR below 200MA  (n=33)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 27th                           |   Current: 6.84% (70th pctile)           |   WR: 36.4%                             
    Median: 32 bars  Mean: 36              |   MFE: 27.25% (retaining 25%)            |   Surv: 72.7%  (>=19 bars)              
    P75: 49  P90: 63                       |   Hist med: -7.31% avg: -0.78%           |   From here: 35% pos (n=23)             
                                           |                                          |   Med remaining: -4.69%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 143.19)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         4.62% ->       137 [x]      |   DC Upper: 156.00                       |   EV: -7.38% [!]                        
    T2        13.84% ->       123 [x]      |     (16.94% risk)                        |   WR 36% x 11.35% rwd                   
    T3 trail  31.56% ->        98 [ ]      |   2-ATR: 157.51                          |   - 64% x 18.08% risk                   
                                           |     (18.08% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   MSTR bearish 19 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (27th pctile)
    TREND (BULL above MA)          42   48%  16.85%   -1.44%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       34   47%  25.44%   +2.40%     |   6.84% move is larger than most (70th)
    SHORT THE RIP (BEAR above)     42   31%  11.66%   -8.87%     |   most trends still going, 36% WR
    TREND (BEAR below MA)          33   36%  16.67%   -5.44% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 18.08% risk)                       |   Stop: 156.00 (16.94% away)

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  Robinhood (HOOD) (HOOD)
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  Downloading HOOD …
  1150 rows  |  2021-07-29 → 2026-02-26
  Regression: 620 day lookback  R²=0.9409
  DONCHIAN SLIM  -  HOOD  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2025-11-20  (bar 65)  -  TREND
  Entry: 106.21 -> Current: 79.45  (+25.20%)  Pool: all BEAR  (n=9)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 78th                           |   Current: 25.20% (100th pctile)         |   WR: 22.2%                             
    Median: 30 bars  Mean: 37              |   MFE: 34.83% (retaining 72%)            |   Surv: 22.2%  (>=65 bars)              
    P75: 45  P90: 74                       |   Hist med: -8.98% avg: -8.25%           |   From here: 0% pos (n=2)               
                                           |                                          |   Med remaining: -18.67%                
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 106.21)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         5.81% ->       100 [x]      |   DC Upper: 104.30                       |   EV: -11.08% [!]                       
    T2         9.94% ->        96 [x]      |     (31.28% risk)                        |   WR 22% x 3.92% rwd                    
    T3 trail  33.99% ->        70 [x]      |   2-ATR: 91.66                           |   - 78% x 15.36% risk                   
                                           |     (15.36% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   HOOD bearish 65 bars
    ---------------------------- ---- ----- ------- --------     |   getting long in the tooth (78th pctile)
    TREND (BULL above MA)           7   86%  67.07%  +55.29%     |   This is a trend-following setup
    BUY THE DIP (BULL below)        -     -       -        -     |   25.20% move is in the top tier (100th)
    SHORT THE RIP (BEAR above)      5   20%   0.00%        -     |   majority already reversed, 22% WR
    TREND (BEAR below MA)           -     -       -        -     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 15.36% risk)                       |   Stop: 104.30 (31.28% away)

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  Circle (CRCL) (CRCL)
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  Downloading CRCL …
  183 rows  |  2025-06-05 → 2026-02-26
  ⚠ REGRESSION SKIPPED: Not enough rows (183). Need ≥305.

  DONCHIAN SLIM  -  CRCL  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2026-02-25  (bar 1)  -  TREND
  Entry: 83.14 -> Current: 87.21  (+4.90%)  Pool: all BULL  (n=1)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 0th                            |   Current: 4.90% (100th pctile)          |   WR: 0.0%                              
    Median: 22 bars  Mean: 22              |   MFE: 8.97% (retaining 55%)             |   Surv: 100.0%  (>=1 bars)              
    P75: 22  P90: 22                       |   Hist med: -21.28% avg: -21.28%         |   From here: 0% pos (n=1)               
                                           |                                          |   Med remaining: -18.65%                
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 83.14)                | STOP                                     | EXPECTANCY  -  TREND                    
                                           |   DC Lower: 49.90                        |   Insufficient data                     
                                           |     (42.78% risk)                        |                                         
                                           |   2-ATR: 75.34                           |                                         
                                           |     (13.61% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   CRCL bullish 1 bars
    ---------------------------- ---- ----- ------- --------     |   still early (0th pctile)
    TREND (BULL above MA)           -     -       -        -     |   This is a trend-following setup
    BUY THE DIP (BULL below)        -     -       -        -     |   4.90% move is in the top tier (100th)
    SHORT THE RIP (BEAR above)      -     -       -        -     |   most trends still going, 0% WR
    TREND (BEAR below MA)           -     -       -        -     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 13.61% risk)                       |   Stop: 49.90 (42.78% away)

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  Bitcoin (BTC) (BTC-USD)
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  Downloading BTC-USD …
  4181 rows  |  2014-09-17 → 2026-02-26
  Regression: 1350 day lookback  R²=0.8878
  DONCHIAN SLIM  -  BTC-USD  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-25  (bar 32)  -  TREND
  Entry: 86,572.22 -> Current: 67,475.90  (+22.06%)  Pool: BEAR below 200MA  (n=12)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 50th                           |   Current: 22.06% (83th pctile)          |   WR: 50.0%                             
    Median: 30 bars  Mean: 48              |   MFE: 30.61% (retaining 72%)            |   Surv: 50.0%  (>=32 bars)              
    P75: 58  P90: 94                       |   Hist med: -0.49% avg: 4.63%            |   From here: 33% pos (n=6)              
                                           |                                          |   Med remaining: -2.68%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 86,572.22)            | STOP                                     | EXPECTANCY  -  TREND                    
    T1         9.81% ->    78,083 [x]      |   DC Upper: 72,206.91                    |   EV: -3.53% [!]                        
    T2        15.67% ->    73,003 [x]      |     (7.01% risk)                         |   WR 50% x 1.25% rwd                    
    T3 trail  24.98% ->    64,943 [x]      |   2-ATR: 73,082.20                       |   - 50% x 8.31% risk                    
                                           |     (8.31% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   BTC-USD bearish 32 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (50th pctile)
    TREND (BULL above MA)          24   58%  24.98%  +11.11%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       17   53%  34.98%  +14.61%     |   22.06% move is larger than most (83th)
    SHORT THE RIP (BEAR above)     28   36%  11.81%   -1.12%     |   ~half have ended by now, 50% WR
    TREND (BEAR below MA)          12   50%  16.82%   +4.26% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 8.31% risk)                        |   Stop: 72,206.91 (7.01% away)

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  Ethereum (ETH) (ETH-USD)
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  Downloading ETH-USD …
  3032 rows  |  2017-11-09 → 2026-02-26
  Regression: 2760 day lookback  R²=0.6835
  DONCHIAN SLIM  -  ETH-USD  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-20  (bar 37)  -  TREND
  Entry: 2,935.61 -> Current: 2,030.68  (+30.83%)  Pool: BEAR below 200MA  (n=10)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 50th                           |   Current: 30.83% (90th pctile)          |   WR: 30.0%                             
    Median: 36 bars  Mean: 39              |   MFE: 40.43% (retaining 76%)            |   Surv: 50.0%  (>=37 bars)              
    P75: 44  P90: 80                       |   Hist med: -9.76% avg: 0.10%            |   From here: 50% pos (n=4)              
                                           |                                          |   Med remaining: 5.13%                  
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 2,935.61)             | STOP                                     | EXPECTANCY  -  TREND                    
    T1         5.98% ->     2,760 [x]      |   DC Upper: 2,148.12                     |   EV: -7.41% [!]                        
    T2         9.11% ->     2,668 [x]      |     (5.78% risk)                         |   WR 30% x 0.00% rwd                    
    T3 trail  23.92% ->     2,233 [x]      |   2-ATR: 2,245.58                        |   - 70% x 10.58% risk                   
                                           |     (10.58% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   ETH-USD bearish 37 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (50th pctile)
    TREND (BULL above MA)          11   55%  29.18%  +11.11%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       16   50%  29.40%   +9.41%     |   30.83% move is in the top tier (90th)
    SHORT THE RIP (BEAR above)     16   38%  17.81%   +0.07%     |   ~half have ended by now, 30% WR
    TREND (BEAR below MA)          10   30%  13.00%   -3.51% <   |   remaining upside ~coin flip
    (EV = WR x MFE - (1-WR) x 10.58% risk)                       |   Stop: 2,148.12 (5.78% away)

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  Solana (SOL) (SOL-USD)
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  Downloading SOL-USD …
  2149 rows  |  2020-04-10 → 2026-02-26
  Regression: 1240 day lookback  R²=0.6796
  DONCHIAN SLIM  -  SOL-USD  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-25  (bar 32)  -  TREND
  Entry: 118.77 -> Current: 85.97  (+27.62%)  Pool: BEAR below 200MA  (n=10)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 40th                           |   Current: 27.62% (80th pctile)          |   WR: 30.0%                             
    Median: 38 bars  Mean: 41              |   MFE: 42.17% (retaining 65%)            |   Surv: 60.0%  (>=32 bars)              
    P75: 57  P90: 63                       |   Hist med: -3.87% avg: 3.45%            |   From here: 17% pos (n=6)              
                                           |                                          |   Med remaining: -8.08%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 118.77)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1        16.77% ->        99 [x]      |   DC Upper: 91.08                        |   EV: -6.21% [!]                        
    T2        20.13% ->        95 [x]      |     (5.94% risk)                         |   WR 30% x 6.29% rwd                    
    T3 trail  41.28% ->        70 [x]      |   2-ATR: 95.92                           |   - 70% x 11.57% risk                   
                                           |     (11.57% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   SOL-USD bearish 32 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (40th pctile)
    TREND (BULL above MA)           9   33%  40.90%   +5.92%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       11   55%  40.19%  +16.66%     |   27.62% move is larger than most (80th)
    SHORT THE RIP (BEAR above)      9   33%  24.50%   +0.45%     |   ~half have ended by now, 30% WR
    TREND (BEAR below MA)          10   30%  26.06%   -0.28% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 11.57% risk)                       |   Stop: 91.08 (5.94% away)

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  BNB (BNB-USD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading BNB-USD …
  3032 rows  |  2017-11-09 → 2026-02-26
  Regression: 3030 day lookback  R²=0.8166
  DONCHIAN SLIM  -  BNB-USD  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-31  (bar 26)  -  TREND
  Entry: 780.48 -> Current: 623.53  (+20.11%)  Pool: BEAR below 200MA  (n=14)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 29th                           |   Current: 20.11% (79th pctile)          |   WR: 35.7%                             
    Median: 40 bars  Mean: 43              |   MFE: 26.11% (retaining 77%)            |   Surv: 71.4%  (>=26 bars)              
    P75: 52  P90: 83                       |   Hist med: -4.76% avg: 1.21%            |   From here: 20% pos (n=10)             
                                           |                                          |   Med remaining: -6.11%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 780.48)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         4.38% ->       746 [x]      |   DC Upper: 662.00                       |   EV: -3.63% [!]                        
    T2        11.83% ->       688 [x]      |     (6.17% risk)                         |   WR 36% x 4.11% rwd                    
    T3 trail  29.97% ->       547 [ ]      |   2-ATR: 672.99                          |   - 64% x 7.93% risk                    
                                           |     (7.93% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   BNB-USD bearish 26 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (29th pctile)
    TREND (BULL above MA)          15   40%  23.37%   +4.59%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       13   54%  24.29%   +9.42%     |   20.11% move is larger than most (79th)
    SHORT THE RIP (BEAR above)     14   36%  18.57%   +1.53%     |   most trends still going, 36% WR
    TREND (BEAR below MA)          14   36%  15.39%   +0.40% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 7.93% risk)                        |   Stop: 662.00 (6.17% away)

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  TRON (TRX) (TRX-USD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading TRX-USD …
  3032 rows  |  2017-11-09 → 2026-02-26
  Regression: 1210 day lookback  R²=0.9510
  DONCHIAN SLIM  -  TRX-USD  |  2026-02-26
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2026-02-21  (bar 5)  -  BUY THE DIP
  Entry: 0.29 -> Current: 0.29  (-1.04%)  Pool: BULL below 200MA  (n=11)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 0th                            |   Current: -1.04% (55th pctile)          |   WR: 45.5%                             
    Median: 38 bars  Mean: 51              |   MFE: 0.74% (retaining -141%)           |   Surv: 100.0%  (>=5 bars)              
    P75: 56  P90: 84                       |   Hist med: -1.37% avg: 8.09%            |   From here: 45% pos (n=11)             
                                           |                                          |   Med remaining: -2.80%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 0.29)                 | STOP                                     | EXPECTANCY  -  BUY THE DIP              
    T1         6.48% ->         0 [ ]      |   DC Lower: 0.27                         |   EV: +14.28% [+]                       
    T2        29.36% ->         0 [ ]      |     (4.44% risk)                         |   WR 45% x 35.08% rwd                   
    T3 trail  65.16% ->         0 [ ]      |   2-ATR: 0.28                            |   - 55% x 3.05% risk                    
                                           |     (3.05% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   TRX-USD bullish 5 bars
    ---------------------------- ---- ----- ------- --------     |   still early (0th pctile)
    TREND (BULL above MA)          14   64%  30.22%  +18.34%     |   This is a buy the dip setup
    BUY THE DIP (BULL below)       11   45%  33.67%  +13.64% <   |   -1.04% gain is around typical (55th)
    SHORT THE RIP (BEAR above)     16   38%  14.77%   +3.63%     |   most trends still going, 45% WR
    TREND (BEAR below MA)          10   40%  15.46%   +4.35%     |   remaining upside ~coin flip
    (EV = WR x MFE - (1-WR) x 3.05% risk)                        |   Stop: 0.27 (4.44% away)

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  Sui (SUI) (SUI-USD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading SUI-USD …
  810 rows  |  2022-03-18 → 2024-06-04
  Regression: 470 day lookback  R²=0.6905
  DONCHIAN SLIM  -  SUI-USD  |  2024-06-04
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2024-04-12  (bar 53)  -  TREND
  Entry: 0.00 -> Current: 0.00  (-14.94%)  Pool: all BEAR  (n=5)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 80th                           |   Current: -14.94% (40th pctile)         |   WR: 20.0%                             
    Median: 39 bars  Mean: 59              |   MFE: 54.02% (retaining -28%)           |   Surv: 20.0%  (>=53 bars)              
    P75: 46  P90: 122                      |   Hist med: -14.26% avg: -37.65%         |   From here: 100% pos (n=1)             
                                           |                                          |   Med remaining: 21.14%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 0.00)                 | STOP                                     | EXPECTANCY  -  TREND                    
                                           |   DC Upper: 0.00                         |   Insufficient data                     
                                           |     (130.00% risk)                       |                                         
                                           |   2-ATR: 0.00                            |                                         
                                           |     (51.73% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   SUI-USD bearish 53 bars
    ---------------------------- ---- ----- ------- --------     |   getting long in the tooth (80th pctile)
    TREND (BULL above MA)           -     -       -        -     |   This is a trend-following setup
    BUY THE DIP (BULL below)        -     -       -        -     |   -14.94% gain is around typical (40th)
    SHORT THE RIP (BEAR above)      -     -       -        -     |   very few last this long, 20% WR
    TREND (BEAR below MA)           -     -       -        -     |   history favours more (100%)
    (EV = WR x MFE - (1-WR) x 51.73% risk)                       |   Stop: 0.00 (130.00% away)


================================================================================
  SUMMARY — BEST-FIT REGRESSION FOR ALL TICKERS
================================================================================
Ticker         Name                         Lookback       R²      P-Value
--------------------------------------------------------------------------------
^GSPC          S&P 500                          4240   0.9809     0.00e+00
^NDX           Nasdaq 100                       4250   0.9846     0.00e+00
^RUT           Russell 2000                     4180   0.9084     0.00e+00
ES=F           S&P 500 Futures (ES)             4240   0.9812     0.00e+00
NQ=F           Nasdaq 100 Futures (NQ)          4250   0.9849     0.00e+00
SMH            Semiconductors (SMH)             3660   0.9758     0.00e+00
MAGS           Magnificent 7 (MAGS)              720   0.9377     0.00e+00
XLK            Tech Select (XLK)                4380   0.9846     0.00e+00
URA            Uranium (URA)                    1810   0.8622     0.00e+00
DX-Y.NYB       US Dollar Index (DXY)            4650   0.7605     0.00e+00
USDJPY=X       USD/JPY                          1740   0.8569     0.00e+00
EURUSD=X       EUR/USD                           330   0.7785    2.20e-109
GC=F           Gold                              610   0.9634     0.00e+00
SI=F           Silver                            300   0.8261    3.34e-115
NG=F           Natural Gas                       520   0.5878    9.43e-102
CL=F           Crude Oil (WTI)                   510   0.7838    4.50e-171
HG=F           Copper                           2670   0.7852     0.00e+00
PL=F           Platinum                          300   0.8981    8.37e-150
PA=F           Palladium                         300   0.8641    3.42e-131
GOOGL          Alphabet (GOOGL)                 4390   0.9775     0.00e+00
AMZN           Amazon (AMZN)                    5000   0.9615     0.00e+00
AAPL           Apple (AAPL)                     5000   0.9753     0.00e+00
TSLA           Tesla (TSLA)                     3930   0.9112     0.00e+00
META           Meta (META)                       930   0.8731     0.00e+00
MSFT           Microsoft (MSFT)                 3760   0.9814     0.00e+00
NVDA           NVIDIA (NVDA)                    3470   0.9698     0.00e+00
NFLX           Netflix (NFLX)                   5000   0.9304     0.00e+00
PLTR           Palantir (PLTR)                   830   0.9577     0.00e+00
ORCL           Oracle (ORCL)                    5000   0.9308     0.00e+00
AMD            AMD (AMD)                        3370   0.9131     0.00e+00
MSTR           MicroStrategy (MSTR)              950   0.8248     0.00e+00
HOOD           Robinhood (HOOD)                  620   0.9409     0.00e+00
BTC-USD        Bitcoin (BTC)                    1350   0.8878     0.00e+00
ETH-USD        Ethereum (ETH)                   2760   0.6835     0.00e+00
SOL-USD        Solana (SOL)                     1240   0.6796    2.85e-308
BNB-USD        BNB                              3030   0.8166     0.00e+00
TRX-USD        TRON (TRX)                       1210   0.9510     0.00e+00
SUI-USD        Sui (SUI)                         470   0.6905    2.87e-121

⚠ Skipped 1 ticker(s):
  CRCL           Circle (CRCL)                regression: Not enough rows (183). Need ≥305.
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